2019-2020 Graduate Catalog 
    
    Oct 25, 2020  
2019-2020 Graduate Catalog [Archived Catalog]

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MATH 773 - Numerical Optimization

Credits: 3
This course will survey widely used methods for continuous optimization, focusing on both theoretical foundations and implementation using numerical software. Topics include linear programming (optimization of a linear function subject to linear constraints), line search and trust region methods for unconstrained optimization, and a selection of approaches (including active-set, sequential quadratic programming, and interior methods) for constrained optimization.  


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